+1,846.4%
WELL vs VWO
+326.6%
+1,519.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.3% | +0.9% | -2.2% | -1.8% |
| 30D | +0.5% | +1.3% | -0.7% | -0.2% |
| 3M | +19.1% | +5.1% | +14.0% | +15.3% |
| 6M | +17.0% | +12.5% | +4.4% | +8.5% |
| YTD | +29.2% | +14.0% | +15.2% | +18.7% |
| 1Y | +42.1% | +19.7% | +22.4% | +26.9% |
| 3Y | +204.5% | +66.8% | +137.8% | +122.4% |
| 5Y | +211.0% | +36.2% | +174.8% | +151.9% |
| 10Y | +337.6% | +111.0% | +226.6% | +176.5% |
| All | +1,846.4% | +326.6% | +1,519.7% | +710.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling